Convexification strategies for solving the Nonlinear sum of ratios problem

Abstract

This paper presents a new method for solving nonlinear sum of ratios problem (NSRP) by the convexification strategies to obtain a global optimum. First we transform the fractional functions into the signomial terms with introducing positive variables. Then by referring to the proposed convexification strategies, all signomial terms are converted into convex and concave terms. The concave terms are then represented by piecewise linearization method. A numerical example is illustrated to show the usefulness of the proposed method.